A portfolio manager has acquired 600 call options for a non-dividend-paying stock. Each call option carries a strike price of USD 60 and was bought at a cost of USD 3. The stock's current trading price is USD 62, with a daily volatility rate of 1.82%. The options have a delta value of 0.5. Using the delta-normal method for Value at Risk (VaR) estimation, determine the approximate 1-day 95% VaR for this portfolio.